Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples

被引：24
作者：
Cojbasic, Vesna
Tomovic, Andrija [1 ]
机构：
[1] Novartis Res Fdn, Friedrich Miescher Inst Biomed Res, CH-4058 Basel, Switzerland
[2] Univ Belgrade, Fac Econ, Belgrade, Serbia
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2007年 / 51卷 / 12期
关键词：
bootstrap; edgeworth expansion; confidence interval; skewness; confidence interval for difference in variances;
D O I：
10.1016/j.csda.2007.03.023
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Confidence intervals for the population variance and the difference in variances of two populations based on the ordinary t-statistics combined with the bootstrap method are suggested. Theoretical and practical aspects of the suggested techniques are presented, as well as their comparison with existing methods (methods based on Chi-square statistics and F-statistics). In addition, application of presented methods in domain of insurance property data set is described and analyzed. For data from exponential distribution confidence intervals, which are calculated using described methods (based on transformation of the t-statistics and bootstrap technique), give consistent and best coverage in comparison with other methods. (C) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：5562 / 5578
页数：17
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